ECBOT 10 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 124-095 123-295 -0-120 -0.3% 124-225
High 124-125 124-005 -0-120 -0.3% 125-135
Low 123-235 123-180 -0-055 -0.1% 123-250
Close 123-260 123-310 0-050 0.1% 124-070
Range 0-210 0-145 -0-065 -31.0% 1-205
ATR 0-217 0-212 -0-005 -2.4% 0-000
Volume 1,407,113 1,392,976 -14,137 -1.0% 6,154,635
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 125-067 125-013 124-070
R3 124-242 124-188 124-030
R2 124-097 124-097 124-017
R1 124-043 124-043 124-003 124-070
PP 123-272 123-272 123-272 123-285
S1 123-218 123-218 123-297 123-245
S2 123-127 123-127 123-283
S3 122-302 123-073 123-270
S4 122-157 122-248 123-230
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 129-127 128-143 125-039
R3 127-242 126-258 124-214
R2 126-037 126-037 124-166
R1 125-053 125-053 124-118 124-263
PP 124-152 124-152 124-152 124-096
S1 123-168 123-168 124-022 123-058
S2 122-267 122-267 123-294
S3 121-062 121-283 123-246
S4 119-177 120-078 123-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-315 123-180 1-135 1.1% 0-204 0.5% 29% False True 1,422,891
10 125-135 123-180 1-275 1.5% 0-226 0.6% 22% False True 1,480,074
20 125-135 123-050 2-085 1.8% 0-209 0.5% 36% False False 1,312,746
40 125-135 122-145 2-310 2.4% 0-202 0.5% 51% False False 1,259,033
60 130-140 122-145 7-315 6.4% 0-218 0.5% 19% False False 935,014
80 130-205 122-145 8-060 6.6% 0-194 0.5% 19% False False 701,527
100 131-050 122-145 8-225 7.0% 0-159 0.4% 17% False False 561,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 125-301
2.618 125-065
1.618 124-240
1.000 124-150
0.618 124-095
HIGH 124-005
0.618 123-270
0.500 123-252
0.382 123-235
LOW 123-180
0.618 123-090
1.000 123-035
1.618 122-265
2.618 122-120
4.250 121-204
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 123-291 124-080
PP 123-272 124-050
S1 123-252 124-020

These figures are updated between 7pm and 10pm EST after a trading day.

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